Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$m$	26
$α$	0.2917	21.90
$β$	0.5268	20.08
$γ$	-0.1113	-5.98
$λ_{1}$	10.0000	1.05
$λ_{2}$	0.2807	0.72
$λ_{3}$	0.0320	0.03

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Toho Kinzoku Co Ltd MF2-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Toho Kinzoku Co Ltd Analyses